@article {Sharpe5, author = {William F. Sharpe}, title = {Factors in New York Stock Exchange security returns, 1931{\textendash}1979}, volume = {8}, number = {4}, pages = {5--19}, year = {1982}, doi = {10.3905/jpm.1982.408884}, publisher = {Institutional Investor Journals Umbrella}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/8/4/5}, eprint = {https://jpm.pm-research.com/content/8/4/5.full.pdf}, journal = {The Journal of Portfolio Management} }